Exchangeable copulas

DOI10.1016/j.fss.2012.11.010zbMath1284.62312OpenAlexW2913034658MaRDI QIDQ2445414

Roberto Ghiselli Ricci

Publication date: 14 April 2014

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2012.11.010

zbMATH Keywords

quasi-copula2-increasing propertysemilinear copulaexchangeable copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

Related Items (4)

A differential characterization of the \(d\)-increasingness property ⋮ On differential properties of copulas ⋮ Copulas, uncertainty, and false discovery rate control ⋮ Non-exchangeable copulas and multivariate total positivity

Cites Work

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• Bivariate survival models with Clayton aging functions
• Constructing Copulas with Given Diagonal and Opposite Diagonal Sections
• A New Characterization of Bivariate Copulas

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